Author Topic: worst case model for ROI  (Read 1132 times)

panther02912

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worst case model for ROI
« on: December 07, 2016, 03:28:43 PM »
Hello, my LC investments skew toward high risk, and I'm interested in estimating how bad things could get in leaner times.  One way to do this would be to look at consumer debt delinquencies through the '08 credit crisis by FICO score and then project my portfolio, by FICO slice, through a similar, stressed situation.

However, I can't find historical consumer debt delinquencies by time and FICO score.  Anyone know how to find this data set?  Or do you have a better idea for simulating performance through a recession/credit crisis?

Thanks!